+1,315.3%
AMAT vs IT
+96.9%
+1,218.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.2% |
| 7D | -1.1% | -18.8% | +17.7% | +5.6% |
| 30D | -26.9% | -0.1% | -26.8% | -28.0% |
| 3M | -31.2% | +2.9% | -34.1% | -34.1% |
| 6M | -14.7% | +20.4% | -35.1% | -27.4% |
| YTD | +44.7% | -24.3% | +69.0% | +50.5% |
| 1Y | +62.0% | -17.2% | +79.1% | +59.7% |
| 3Y | +165.0% | -52.4% | +217.4% | +245.1% |
| 5Y | +147.1% | -43.7% | +190.8% | +185.2% |
| 10Y | +1,315.3% | +90.3% | +1,225.0% | +659.8% |
| All | +1,315.3% | +96.9% | +1,218.3% | +659.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling